FBIIX vs. FXAIX
Compare and contrast key facts about Fidelity International Bond Index Fund (FBIIX) and Fidelity 500 Index Fund (FXAIX).
FBIIX is managed by Fidelity. It was launched on Oct 10, 2019. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBIIX or FXAIX.
Performance
FBIIX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FBIIX achieves a 3.90% return, which is significantly lower than FXAIX's 26.70% return.
FBIIX
3.90%
0.54%
4.21%
7.37%
0.34%
N/A
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| FBIIX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.68 |
| Sortino Ratio | 3.83 | 3.58 |
| Omega Ratio | 1.47 | 1.50 |
| Calmar Ratio | 0.78 | 3.89 |
| Martin Ratio | 11.70 | 17.48 |
| Ulcer Index | 0.63% | 1.88% |
| Daily Std Dev | 3.04% | 12.24% |
| Max Drawdown | -13.79% | -33.79% |
| Current Drawdown | -2.36% | -0.46% |
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FBIIX vs. FXAIX - Expense Ratio Comparison
FBIIX has a 0.06% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FBIIX and FXAIX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FBIIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Bond Index Fund (FBIIX) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FBIIX vs. FXAIX - Dividend Comparison
FBIIX's dividend yield for the trailing twelve months is around 3.13%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBIIX Fidelity International Bond Index Fund | 3.13% | 2.85% | 1.02% | 0.62% | 0.74% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FBIIX vs. FXAIX - Drawdown Comparison
The maximum FBIIX drawdown since its inception was -13.79%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FBIIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FBIIX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity International Bond Index Fund (FBIIX) is 0.57%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.96%. This indicates that FBIIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.